+77.6%
ACWI vs NTR
+42.0%
+35.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +1.1% | +3.8% | -2.8% | +0.7% |
| 30D | -0.2% | +25.2% | -25.4% | -2.6% |
| 3M | +4.7% | +21.0% | -16.3% | +2.4% |
| 6M | +14.5% | +7.6% | +6.9% | +13.1% |
| YTD | +14.6% | +32.9% | -18.2% | +9.2% |
| 1Y | +21.4% | +43.1% | -21.6% | +13.9% |
| 3Y | +77.6% | +41.6% | +36.0% | +64.5% |
| All | +77.6% | +42.0% | +35.6% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling